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Mr. X is interest to compute price of call option on Z-Stock, a hypothetical company, in order to make investment decision. To proceed ahead he

Mr. X is interest to compute price of call option on Z-Stock, a hypothetical company, in order to make investment decision. To proceed ahead he needs to compute probability that call option is exercised. Which of the following is Probability that call option is not exercised?

  1. N(d2)
  2. N(-d2)
  3. N(-d1)
  4. None of the above

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